Fuse Group Holding Inc (FUST)
0.25
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Fuse Group Max Drawdown (5Y): 99.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.69% |
| September 30, 2024 | 99.69% |
| August 31, 2024 | 99.43% |
| July 31, 2024 | 99.43% |
| June 30, 2024 | 99.28% |
| May 31, 2024 | 98.40% |
| April 30, 2024 | 98.40% |
| March 31, 2024 | 98.40% |
| February 29, 2024 | 98.40% |
| January 31, 2024 | 98.32% |
| December 31, 2023 | 97.53% |
| November 30, 2023 | 97.53% |
| October 31, 2023 | 97.53% |
| September 30, 2023 | 97.53% |
| August 31, 2023 | 97.53% |
| July 31, 2023 | 97.53% |
| June 30, 2023 | 97.53% |
| May 31, 2023 | 97.53% |
| April 30, 2023 | 97.53% |
| March 31, 2023 | 97.53% |
| February 28, 2023 | 97.53% |
| January 31, 2023 | 97.53% |
| December 31, 2022 | 97.20% |
| November 30, 2022 | 97.20% |
| October 31, 2022 | 97.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.20% |
| August 31, 2022 | 97.20% |
| July 31, 2022 | 97.20% |
| June 30, 2022 | 97.20% |
| May 31, 2022 | 97.20% |
| April 30, 2022 | 97.20% |
| March 31, 2022 | 97.20% |
| February 28, 2022 | 97.20% |
| January 31, 2022 | 97.20% |
| December 31, 2021 | 97.20% |
| November 30, 2021 | 97.20% |
| October 31, 2021 | 97.20% |
| September 30, 2021 | 97.20% |
| August 31, 2021 | 97.20% |
| July 31, 2021 | 97.20% |
| June 30, 2021 | 97.20% |
| May 31, 2021 | 97.20% |
| April 30, 2021 | 97.20% |
| March 31, 2021 | 97.20% |
| February 28, 2021 | 97.20% |
| January 31, 2021 | 97.20% |
| December 31, 2020 | 97.20% |
| November 30, 2020 | 96.40% |
| October 31, 2020 | 96.40% |
| September 30, 2020 | 96.40% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
96.40%
Minimum
Nov 2019
99.69%
Maximum
Sep 2024
97.38%
Average
97.20%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| Kaiser Aluminum Corp | 57.30% |
| Alcoa Corp | 90.90% |
| Solitario Resources Corp | 83.21% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -109.75 |
| Beta (5Y) | 8.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.23K% |
| Historical Sharpe Ratio (5Y) | -0.0018 |
| Historical Sortino (5Y) | -0.0681 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 68.94% |